Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47703.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46308.67 Kr¶

PnL: ---------------------------------------> -579.9 Kr¶

DD now: ---------------------------------> -1.905 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 12:12:00.779860'

Anic Portfolio¶

Today¶

Return: -0.017 %¶

This Week¶

Return: 0.358 %¶

Total¶

Return: 56.169 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.410000 2772.000000 136.000000 5.160000 2636.000010
Beijer Electronics Group 26 -0.670000 3083.600000 112.600000 3.790000 2971.000006
Corem Property Group B 59 -1.510000 652.540000 75.540000 13.090000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.970000 429.800000 74.800000 21.070000 355.000000
Boozt 12 0.280000 1711.200000 57.200000 3.460000 1653.999996
SAAB B 8 1.010000 3428.800000 51.800000 1.530000 3377.000000
HMS Networks 2 -0.560000 715.600000 42.600000 6.330000 673.000000
OEM International B 7 0.500000 558.600000 30.600000 5.800000 527.999997
Intrum 4 0.660000 549.800000 22.800000 4.330000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Norva24 Group 16 1.480000 550.080000 7.080000 1.300000 543.000000
AcadeMedia 12 0.430000 563.040000 6.040000 1.080000 557.000004
Resurs Holding 22 0.080000 579.040000 5.040000 0.880000 573.999998
Swedbank A 3 1.310000 566.400000 2.400000 0.430000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -1.030000 574.000000 0.000000 0.000000 574.000000
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Securitas B 6 -0.300000 567.720000 -2.280000 -0.400000 570.000000
Midsona B 63 -0.970000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Nordea Bank Abp 29 -0.080000 3446.360000 -7.640000 -0.220000 3453.999992
FM Mattsson Mora Group B 50 -2.530000 2895.000000 -32.000000 -1.090000 2927.000000
International Petroleum Corp. 5 2.120000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.610000 1538.100000 -125.900000 -7.570000 1663.999992
Axfood 13 -0.180000 3581.500000 -174.500000 -4.650000 3756.000001
Ovzon 52 2.650000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -1.820000 3395.000000 -416.000000 -10.920000 3810.999990
TOTAL 46308.670000 -579.900000 -1.90484% 46888.564618

Updated:¶

'2023-01-18 12:12:13.423040'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶